CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2750 |
1.2735 |
-0.0015 |
-0.1% |
1.3039 |
| High |
1.2770 |
1.2763 |
-0.0007 |
-0.1% |
1.3072 |
| Low |
1.2698 |
1.2685 |
-0.0013 |
-0.1% |
1.2925 |
| Close |
1.2737 |
1.2727 |
-0.0010 |
-0.1% |
1.2934 |
| Range |
0.0072 |
0.0078 |
0.0006 |
8.3% |
0.0147 |
| ATR |
0.0086 |
0.0086 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
1,125 |
838 |
-287 |
-25.5% |
2,069 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2959 |
1.2921 |
1.2770 |
|
| R3 |
1.2881 |
1.2843 |
1.2748 |
|
| R2 |
1.2803 |
1.2803 |
1.2741 |
|
| R1 |
1.2765 |
1.2765 |
1.2734 |
1.2745 |
| PP |
1.2725 |
1.2725 |
1.2725 |
1.2715 |
| S1 |
1.2687 |
1.2687 |
1.2720 |
1.2667 |
| S2 |
1.2647 |
1.2647 |
1.2713 |
|
| S3 |
1.2569 |
1.2609 |
1.2706 |
|
| S4 |
1.2491 |
1.2531 |
1.2684 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3418 |
1.3323 |
1.3015 |
|
| R3 |
1.3271 |
1.3176 |
1.2974 |
|
| R2 |
1.3124 |
1.3124 |
1.2961 |
|
| R1 |
1.3029 |
1.3029 |
1.2947 |
1.3003 |
| PP |
1.2977 |
1.2977 |
1.2977 |
1.2964 |
| S1 |
1.2882 |
1.2882 |
1.2921 |
1.2856 |
| S2 |
1.2830 |
1.2830 |
1.2907 |
|
| S3 |
1.2683 |
1.2735 |
1.2894 |
|
| S4 |
1.2536 |
1.2588 |
1.2853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2964 |
1.2685 |
0.0279 |
2.2% |
0.0079 |
0.6% |
15% |
False |
True |
726 |
| 10 |
1.3186 |
1.2685 |
0.0501 |
3.9% |
0.0076 |
0.6% |
8% |
False |
True |
550 |
| 20 |
1.3292 |
1.2685 |
0.0607 |
4.8% |
0.0077 |
0.6% |
7% |
False |
True |
374 |
| 40 |
1.3396 |
1.2685 |
0.0711 |
5.6% |
0.0084 |
0.7% |
6% |
False |
True |
265 |
| 60 |
1.3500 |
1.2685 |
0.0815 |
6.4% |
0.0081 |
0.6% |
5% |
False |
True |
197 |
| 80 |
1.3500 |
1.2685 |
0.0815 |
6.4% |
0.0074 |
0.6% |
5% |
False |
True |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3095 |
|
2.618 |
1.2967 |
|
1.618 |
1.2889 |
|
1.000 |
1.2841 |
|
0.618 |
1.2811 |
|
HIGH |
1.2763 |
|
0.618 |
1.2733 |
|
0.500 |
1.2724 |
|
0.382 |
1.2715 |
|
LOW |
1.2685 |
|
0.618 |
1.2637 |
|
1.000 |
1.2607 |
|
1.618 |
1.2559 |
|
2.618 |
1.2481 |
|
4.250 |
1.2354 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2726 |
1.2780 |
| PP |
1.2725 |
1.2762 |
| S1 |
1.2724 |
1.2745 |
|